{"title":"Efficient Simulations of Option Pricing and Greeks Under Three-Factor Model by Conditional Monte Carlo Method","authors":"Shanshan Chen, Cheng-long Xu, Zhaokui Shi","doi":"10.21078/jssi-e2022053","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":67296,"journal":{"name":"Journal of Systems Science and Information","volume":"1 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Systems Science and Information","FirstCategoryId":"1093","ListUrlMain":"https://doi.org/10.21078/jssi-e2022053","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}